-15.6%
PDD vs CART
+38.4%
-54.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.1% |
| 7D | +5.6% | +3.0% | +2.7% | +5.4% |
| 30D | +5.8% | +28.6% | -22.8% | +4.1% |
| 3M | -8.6% | +29.1% | -37.7% | -10.1% |
| 6M | -18.8% | +44.7% | -63.6% | -20.8% |
| YTD | -26.8% | +29.2% | -56.0% | -28.2% |
| 1Y | -39.3% | +66.2% | -105.4% | -41.5% |
| 3Y | -22.5% | +112.8% | -135.3% | -25.0% |
| All | -15.6% | +38.4% | -54.0% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CART wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling